+230.2%
EWY vs CDW
-29.2%
+259.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.7% | +1.4% |
| 7D | +8.0% | -3.9% | +11.9% | +8.7% |
| 30D | +14.3% | +6.9% | +7.4% | +12.9% |
| 3M | +2.3% | +7.7% | -5.4% | +0.4% |
| 6M | +49.9% | +18.3% | +31.5% | +42.0% |
| YTD | +95.3% | +7.8% | +87.6% | +89.1% |
| 1Y | +161.7% | -12.2% | +173.9% | +170.8% |
| 3Y | +230.2% | -28.9% | +259.1% | +242.3% |
| All | +230.2% | -29.2% | +259.4% | +242.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling